public bool FindTicker(string[] lineParts, out CMETickerInfo ticker,
out CMEBulletinReference reference, string section)
{
ticker = null;
reference = null;
var title = string.Join(" ", lineParts);
foreach (var tick in tickers)
{
foreach (var tickRef in tick.bulletinReferences)
{
if (tickRef.Section == section && tickRef.Title == title)
{
ticker = tick;
reference = tickRef;
return(true);
}
}
}
return(false);
}
private bool ParseTxtDocument(string fileName, CMETickerInfoCollection bulletinInfo)
{
// получить секцию из имени файла
int sectionNum;
if (!GetSectionNumFromFileName(fileName, out sectionNum))
{
return(false);
}
SectionNum = sectionNum.ToString();
// получить набор таблиц (экспирация - опцион - тип опциона)
CMEBulletinTable curTable = null;
bool docDateParsed = false;
CMETickerInfo curTicker = null;
CMEBulletinReference curTickerRef = null;
using (var sr = new StreamReader(fileName, Encoding.Unicode))
{
while (!sr.EndOfStream)
{
// парсинг даты
var line = sr.ReadLine();
try
{
if (!docDateParsed)
{
docDateParsed = IsDateRow(line);
continue;
}
// строка содержит месяц экспирации?
line = line.Trim(' ', (char)9);
var parts = line.Split(new[] { ' ', (char)9 }, StringSplitOptions.RemoveEmptyEntries);
if (parts.Length == 0)
{
continue;
}
var em = ExpirationMonth.Parse(parts[0]);
if (em != null)
{
if (curTicker != null && curTickerRef != null)
{
// создать таблицу
if (curTable != null)
{
tables.Add(curTable);
}
curTable = new CMEBulletinTable
{
ExpMonth = em,
OptStyle = curTickerRef.OptionStyle,
OptType = curTickerRef.OptionType,
SpotSymbol = curTicker.SpotSymbol,
StrikeToBaseRatio = curTicker.StrikeToBaseRatio,
PremiumToBaseRatio = curTicker.PremiumToBaseRatio,
InvertRate = curTicker.InvertRate
};
}
continue;
}
// строка содержит заголовок?
// EURO FX C (EU)
// BRIT PND-P EU
CMETickerInfo tick;
CMEBulletinReference tickRef;
if (bulletinInfo.FindTicker(parts, out tick, out tickRef, SectionNum))
{
if (futuresInfo != null)
{
if (futuresInfo.Ticker == null)
{
futuresInfo.Ticker = tick;
}
}
curTicker = tick;
curTickerRef = tickRef;
continue;
}
var row = CMEBulletinTableRow.ParseLine(line);
if (row != null && curTable != null)
{
curTable.rows.Add(row);
}
if (row == null) // строка содержит данные по фьючам?
{
var summ = CheckFutureInfoLine(parts);
if (summ != null)
{
futuresInfo = summ;
}
}
}
catch (Exception ex)
{
Logger.ErrorFormat("CMEDocumentParser.ParseTxtDocument parse line: \"{0}\", line:[{1}]",
ex.Message, line);
}
}
}
try
{
CMEBulletinTable.MergeSameTables(tables);
}
catch (Exception ex)
{
Logger.Error("CMEDocumentParser.ParseTxtDocument MergeSameTables", ex);
}
return(true);
}
public CMETickerInfoCollection(string xmlFile)
{
//<Ticker BaseActive="EURUSD" StrikeToBase="1000">
// <BulletinRef Type="CALL" Style="American" Title="EURO FX CALL" Section="39" />
// <BulletinRef Type="CALL" Style="European" Title="EURO FX C EU" Section="39" />
// <BulletinRef Type="PUT" Style="American" Title="EURO FX PUT" Section="39" />
// <BulletinRef Type="PUT" Style="European" Title="EURO FX P EU" Section="39" />
//</Ticker>
if (!File.Exists(xmlFile))
{
throw new FileNotFoundException(xmlFile);
}
var doc = new XmlDocument();
doc.Load(xmlFile);
if (doc.DocumentElement == null)
{
throw new Exception("Xml doc: document element is missing");
}
// номера бюллетеней и инструменты
var nodes = doc.DocumentElement.SelectNodes("Ticker");
if (nodes == null)
{
throw new Exception("No Ticker entry in XML root");
}
if (nodes.Count == 0)
{
throw new Exception("No Ticker entry in XML root");
}
foreach (XmlElement node in nodes)
{
var ticker = new CMETickerInfo(node.Attributes["BaseActive"].Value,
node.Attributes["StrikeToBase"].Value.ToDecimalUniform(),
Convert.ToBoolean(node.Attributes["Invert"].Value));
ticker.PremiumToBaseRatio = node.Attributes["PremiumToBase"] != null
? node.Attributes["PremiumToBase"].Value.ToInt()
: ticker.StrikeToBaseRatio;
foreach (XmlElement nodeRef in node.ChildNodes)
{
var bulRef = new CMEBulletinReference
{
OptionStyle = (OptionStyle)Enum.Parse(typeof(OptionStyle),
nodeRef.Attributes["Style"].Value),
OptionType = (OptionType)Enum.Parse(typeof(OptionType),
nodeRef.Attributes["Type"].Value),
Section = nodeRef.Attributes["Section"].Value,
Title = nodeRef.Attributes["Title"].Value
};
ticker.bulletinReferences.Add(bulRef);
if (!sectionsToParse.Contains(bulRef.Section))
{
sectionsToParse.Add(bulRef.Section);
}
}
tickers.Add(ticker);
}
}
public bool FindTicker(string[] lineParts, out CMETickerInfo ticker,
out CMEBulletinReference reference, string section)
{
ticker = null;
reference = null;
var title = string.Join(" ", lineParts);
foreach (var tick in tickers)
{
foreach (var tickRef in tick.bulletinReferences)
{
if (tickRef.Section == section && tickRef.Title == title)
{
ticker = tick;
reference = tickRef;
return true;
}
}
}
return false;
}
public CMETickerInfoCollection(string xmlFile)
{
//<Ticker BaseActive="EURUSD" StrikeToBase="1000">
// <BulletinRef Type="CALL" Style="American" Title="EURO FX CALL" Section="39" />
// <BulletinRef Type="CALL" Style="European" Title="EURO FX C EU" Section="39" />
// <BulletinRef Type="PUT" Style="American" Title="EURO FX PUT" Section="39" />
// <BulletinRef Type="PUT" Style="European" Title="EURO FX P EU" Section="39" />
//</Ticker>
if (!File.Exists(xmlFile)) throw new FileNotFoundException(xmlFile);
var doc = new XmlDocument();
doc.Load(xmlFile);
if (doc.DocumentElement == null)
throw new Exception("Xml doc: document element is missing");
// номера бюллетеней и инструменты
var nodes = doc.DocumentElement.SelectNodes("Ticker");
if (nodes == null) throw new Exception("No Ticker entry in XML root");
if (nodes.Count == 0) throw new Exception("No Ticker entry in XML root");
foreach (XmlElement node in nodes)
{
var ticker = new CMETickerInfo(node.Attributes["BaseActive"].Value,
node.Attributes["StrikeToBase"].Value.ToDecimalUniform(),
Convert.ToBoolean(node.Attributes["Invert"].Value));
ticker.PremiumToBaseRatio = node.Attributes["PremiumToBase"] != null
? node.Attributes["PremiumToBase"].Value.ToInt()
: ticker.StrikeToBaseRatio;
foreach (XmlElement nodeRef in node.ChildNodes)
{
var bulRef = new CMEBulletinReference
{
OptionStyle = (OptionStyle) Enum.Parse(typeof (OptionStyle),
nodeRef.Attributes["Style"].Value),
OptionType = (OptionType) Enum.Parse(typeof (OptionType),
nodeRef.Attributes["Type"].Value),
Section = nodeRef.Attributes["Section"].Value,
Title = nodeRef.Attributes["Title"].Value
};
ticker.bulletinReferences.Add(bulRef);
if (!sectionsToParse.Contains(bulRef.Section))
sectionsToParse.Add(bulRef.Section);
}
tickers.Add(ticker);
}
}
